When my wife and I went to the pet store, there was a litter of
kittens, all but one gray. We had just had to put down one of our
older cats, and were feeling pretty miserable. Thus, the need for a
new cat. We picked up and held a few, and finally I picked us this
kitten that had the same look on her face as our recently deceased cat
had when my wife brought him outside to look around for the last time.
That look sealed the deal. She is all gray, except for a little bit of
white on her tummy. When I picked her up for the first time, I
exclaimed to my wife, "She's a little puff of smoke". Hence, her name.